+37.2%
RIOT vs GFS
+47.5%
-10.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -1.5% | +3.8% | -5.4% | -3.7% |
| 30D | +5.7% | -11.7% | +17.4% | +13.3% |
| 3M | -17.9% | -41.8% | +23.9% | +9.9% |
| 6M | +45.0% | +6.6% | +38.3% | +27.9% |
| YTD | +69.5% | +34.6% | +34.8% | +15.9% |
| 1Y | +37.2% | +46.2% | -9.0% | -10.2% |
| All | +37.2% | +47.5% | -10.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling